Brains are simps for surviving. In dangerous situations they induce fear, and putting a gun to your head is exactly one of those.
Even if you were, somehow, a torsoless head rolling around the streets, I bet the survival instinct would still be like "yyyup nothing wrong here mate, just gotta keep rollin, be careful a truck".
That's the why. I don't know how to gather the will either tho, I ask myself the same thing everyday.